Upon leaving the Waffle Hut, the two lawmen take a look up into the sky, and notice something there that shouldn't be. No, not the UFO (although there does appear to be one of those as well, because of course there is), but a shoe in a tree. Now, this could be nothing, just a random object in a random place without any significant meaning. But the way the camera lingers on it, and the characters point it out and reinforce exactly what it is, suggests there's something bigger at play here. This may be exactly the trap the showrunners want us to fall into, obsessing over a shoe in a tree (only typing that line do I realise how crazy that is), but it still seems likely that there's going to be a grisly or weird story behind it. The shoe in the tree, red herring or smoking Chekhov's gun?